Why not just use “It’s the First Order. They found us.”?
I think that’s pretty much perfect since it explains what that Stardestroyer means (in case the audience doesn’t get it) and also continues their earlier discussion that the FO is probably able to track the Millenium Falcon.
That is probably the most natural statement for Finn to make, it just sounds a bit weird to me as it is implemented now. ‘It’s the First Order, they’ve fOUNd us!’ - with the middle part of ‘found’ sounding like it is slightly too highly pitched. Again, not a sound person, just noting what sounds weird to me.